+66.1%
OTIS vs EL
-30.1%
+96.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -5.0% | -4.4% | -0.7% | -4.1% |
| 30D | -6.5% | +10.3% | -16.8% | -8.8% |
| 3M | -2.0% | +13.4% | -15.3% | -5.1% |
| 6M | -20.2% | +3.1% | -23.3% | -21.6% |
| YTD | -21.0% | -6.9% | -14.1% | -21.4% |
| 1Y | -20.9% | +11.9% | -32.8% | -25.3% |
| 3Y | -13.3% | -33.8% | +20.5% | -9.4% |
| 5Y | -18.5% | -69.0% | +50.4% | +10.7% |
| All | +66.1% | -30.1% | +96.2% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling